<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<title>OptionsPricing: PIDESolver.py Source File</title>

<link href="tabs.css" rel="stylesheet" type="text/css"/>
<link href="doxygen.css" rel="stylesheet" type="text/css" />

<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/javascript">
  $(document).ready(function() { searchBox.OnSelectItem(0); });
</script>

</head>
<body>
<div id="top"><!-- do not remove this div! -->


<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  
  
  <td style="padding-left: 0.5em;">
   <div id="projectname">OptionsPricing
   
   </div>
   
  </td>
  
  
  
 </tr>
 </tbody>
</table>
</div>

<!-- Generated by Doxygen 1.7.5.1 -->
<script type="text/javascript">
var searchBox = new SearchBox("searchBox", "search",false,'Search');
</script>
  <div id="navrow1" class="tabs">
    <ul class="tablist">
      <li><a href="index.html"><span>Main&#160;Page</span></a></li>
      <li><a href="annotated.html"><span>Classes</span></a></li>
      <li class="current"><a href="files.html"><span>Files</span></a></li>
      <li><a href="dirs.html"><span>Directories</span></a></li>
      <li>
        <div id="MSearchBox" class="MSearchBoxInactive">
        <span class="left">
          <img id="MSearchSelect" src="search/mag_sel.png"
               onmouseover="return searchBox.OnSearchSelectShow()"
               onmouseout="return searchBox.OnSearchSelectHide()"
               alt=""/>
          <input type="text" id="MSearchField" value="Search" accesskey="S"
               onfocus="searchBox.OnSearchFieldFocus(true)" 
               onblur="searchBox.OnSearchFieldFocus(false)" 
               onkeyup="searchBox.OnSearchFieldChange(event)"/>
          </span><span class="right">
            <a id="MSearchClose" href="javascript:searchBox.CloseResultsWindow()"><img id="MSearchCloseImg" border="0" src="search/close.png" alt=""/></a>
          </span>
        </div>
      </li>
    </ul>
  </div>
  <div id="navrow2" class="tabs2">
    <ul class="tablist">
      <li><a href="files.html"><span>File&#160;List</span></a></li>
    </ul>
  </div>
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><a class="el" href="dir_ecbb14687e1bcdda1258b79279264b64.html">models</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="headertitle">
<div class="title">PIDESolver.py</div>  </div>
</div>
<div class="contents">
<div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">#!/usr/bin/python</span>
<a name="l00002"></a>00002 <span class="comment"># -*- coding: utf-8 -*-</span>
<a name="l00003"></a>00003 
<a name="l00004"></a>00004 <span class="comment"># Copyright (c) 2011</span>
<a name="l00005"></a>00005 <span class="comment">#</span>
<a name="l00006"></a>00006 <span class="comment"># Permission is hereby granted, free of charge, to any person obtaining a</span>
<a name="l00007"></a>00007 <span class="comment"># copy of this software and associated documentation files (the &quot;Software&quot;),</span>
<a name="l00008"></a>00008 <span class="comment"># to deal in the Software without restriction, including without limitation</span>
<a name="l00009"></a>00009 <span class="comment"># the rights to use, copy, modify, merge, publish, distribute, sublicense,</span>
<a name="l00010"></a>00010 <span class="comment"># and/or sell copies of the Software, and to permit persons to whom the</span>
<a name="l00011"></a>00011 <span class="comment"># Software is furnished to do so, subject to the following conditions:</span>
<a name="l00012"></a>00012 <span class="comment">#</span>
<a name="l00013"></a>00013 <span class="comment"># The above copyright notice and this permission notice shall be included in</span>
<a name="l00014"></a>00014 <span class="comment"># all copies or substantial portions of the Software.</span>
<a name="l00015"></a>00015 <span class="comment">#</span>
<a name="l00016"></a>00016 <span class="comment"># THE SOFTWARE IS PROVIDED &quot;AS IS&quot;, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR</span>
<a name="l00017"></a>00017 <span class="comment"># IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,</span>
<a name="l00018"></a>00018 <span class="comment"># FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE</span>
<a name="l00019"></a>00019 <span class="comment"># AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER</span>
<a name="l00020"></a>00020 <span class="comment"># LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,</span>
<a name="l00021"></a>00021 <span class="comment"># OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE</span>
<a name="l00022"></a>00022 <span class="comment"># SOFTWARE.</span>
<a name="l00023"></a>00023 <span class="comment">#</span>
<a name="l00024"></a>00024 <span class="comment"># Author: Jesus Carrero &lt;j.o.carrero@gmail.com&gt;</span>
<a name="l00025"></a>00025 <span class="comment"># Mountain View, CA</span>
<a name="l00026"></a>00026 <span class="comment">#</span>
<a name="l00027"></a>00027 
<a name="l00028"></a>00028 <span class="keyword">from</span> DynamicSolverBase <span class="keyword">import</span> DynamicSolverBase
<a name="l00029"></a>00029 
<a name="l00030"></a>00030 <span class="keyword">import</span> time
<a name="l00031"></a>00031 <span class="keyword">from</span> scipy <span class="keyword">import</span> zeros, asarray
<a name="l00032"></a>00032 <span class="keyword">from</span> scipy.sparse.construct <span class="keyword">import</span> spdiags
<a name="l00033"></a>00033 
<a name="l00034"></a>00034 <span class="keyword">from</span> PIDEStatic1D <span class="keyword">import</span> PIDEStatic1D
<a name="l00035"></a>00035 <span class="keyword">from</span> utils.ProjOperators <span class="keyword">import</span> ProjOnShapeFunctions
<a name="l00036"></a>00036 
<a name="l00037"></a>00037 
<a name="l00038"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html">00038</a> <span class="keyword">class </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html">PIDESolver</a>(DynamicSolverBase):
<a name="l00039"></a>00039 
<a name="l00040"></a>00040     <span class="stringliteral">&quot;&quot;&quot;</span>
<a name="l00041"></a>00041 <span class="stringliteral">    Integro-partial differential equations solver.</span>
<a name="l00042"></a>00042 <span class="stringliteral">    Finite elements P1 and P2 lagrange.</span>
<a name="l00043"></a>00043 <span class="stringliteral">    &quot;&quot;&quot;</span>
<a name="l00044"></a>00044 
<a name="l00045"></a>00045     __slots__ = [<span class="stringliteral">&#39;m_pide&#39;</span>, <span class="stringliteral">&#39;m_pival&#39;</span>]
<a name="l00046"></a>00046 
<a name="l00047"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a7c92c850cce6b54f136cebd13dc1278c">00047</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a7c92c850cce6b54f136cebd13dc1278c">__init__</a>(self, nsegs, xleft, xright):
<a name="l00048"></a>00048         <span class="stringliteral">&quot;&quot;&quot;</span>
<a name="l00049"></a>00049 <span class="stringliteral">        Use the matrices assemble by the static engine to call</span>
<a name="l00050"></a>00050 <span class="stringliteral">        the time stepper.</span>
<a name="l00051"></a>00051 <span class="stringliteral">        &quot;&quot;&quot;</span>
<a name="l00052"></a>00052 
<a name="l00053"></a>00053         DynamicSolverBase.__init__(self)
<a name="l00054"></a>00054         self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a0301dc0ae6209a926d594c91d45cd3a5">m_pide</a> = PIDEStatic1D(nsegs, xleft, xright)
<a name="l00055"></a>00055 
<a name="l00056"></a>00056         self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ab9a37e40e3b84e01d7ae5ef27706ab0b">m_pival</a> = <span class="keywordtype">None</span>
<a name="l00057"></a>00057 
<a name="l00058"></a>00058     <span class="keyword">def </span>__assemble_matrices(self):
<a name="l00059"></a>00059         <span class="stringliteral">&quot;&quot;&quot; 3 Matrices: mass, pde, jump. &quot;&quot;&quot;</span>
<a name="l00060"></a>00060 
<a name="l00061"></a>00061         <span class="comment"># mass matrix.</span>
<a name="l00062"></a>00062 
<a name="l00063"></a>00063         mass_diag = self.m_pide.get_mass()  <span class="comment"># Time step discretization.</span>
<a name="l00064"></a>00064 
<a name="l00065"></a>00065         data = [list(mass_diag[1:-1, 0].flatten()), list(mass_diag[1:
<a name="l00066"></a>00066                 -1, 1].flatten()), list(mass_diag[1:-1, 2].flatten())]
<a name="l00067"></a>00067         diags = [0, 1, -1]
<a name="l00068"></a>00068 
<a name="l00069"></a>00069         <span class="keywordflow">if</span> 3 == self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a>().dof():
<a name="l00070"></a>00070             data.append(list(mass_diag[1:-1, 3].flatten()))
<a name="l00071"></a>00071             data.append(list(mass_diag[1:-1, 4].flatten()))
<a name="l00072"></a>00072             diags.append(2)
<a name="l00073"></a>00073             diags.append(-2)
<a name="l00074"></a>00074 
<a name="l00075"></a>00075         mat_size = mass_diag[1:-1, 0].size
<a name="l00076"></a>00076         mass_diag = spdiags(asarray(data), asarray(diags), mat_size,
<a name="l00077"></a>00077                             mat_size).tocsr()
<a name="l00078"></a>00078 
<a name="l00079"></a>00079         <span class="comment"># pde matrix.</span>
<a name="l00080"></a>00080 
<a name="l00081"></a>00081         pde_diag = self.m_pide.get_pde()  <span class="comment"># PDE contribution</span>
<a name="l00082"></a>00082 
<a name="l00083"></a>00083         data = [list(pde_diag[1:-1, 0].flatten()), list(pde_diag[1:-1,
<a name="l00084"></a>00084                 1].flatten()), list(pde_diag[1:-1, 2].flatten())]
<a name="l00085"></a>00085         diags = [0, 1, -1]
<a name="l00086"></a>00086 
<a name="l00087"></a>00087         <span class="keywordflow">if</span> 3 == self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a>().dof():
<a name="l00088"></a>00088             data.append(list(pde_diag[1:-1, 3].flatten()))
<a name="l00089"></a>00089             data.append(list(pde_diag[1:-1, 4].flatten()))
<a name="l00090"></a>00090             diags.append(2)
<a name="l00091"></a>00091             diags.append(-2)
<a name="l00092"></a>00092 
<a name="l00093"></a>00093         pde_diag = spdiags(asarray(data), asarray(diags), mat_size,
<a name="l00094"></a>00094                            mat_size).tocsr()
<a name="l00095"></a>00095 
<a name="l00096"></a>00096         <span class="comment"># Jump matrix and boundary operator.</span>
<a name="l00097"></a>00097 
<a name="l00098"></a>00098         (jump_full, bop) = self.m_pide.get_jump()
<a name="l00099"></a>00099 
<a name="l00100"></a>00100         <span class="keywordflow">return</span> (mass_diag, pde_diag, jump_full)
<a name="l00101"></a>00101 
<a name="l00102"></a>00102     <span class="keyword">def </span>__assemble_boperators(self):
<a name="l00103"></a>00103         <span class="stringliteral">&quot;&quot;&quot; Boundary operators are vectors. &quot;&quot;&quot;</span>
<a name="l00104"></a>00104 
<a name="l00105"></a>00105         (jump_full, pide_bop) = self.m_pide.get_jump()
<a name="l00106"></a>00106 
<a name="l00107"></a>00107         rhs_size = 1 + pide_bop.size / 2
<a name="l00108"></a>00108 
<a name="l00109"></a>00109         <span class="comment"># Complement RHS with jump contribution.</span>
<a name="l00110"></a>00110 
<a name="l00111"></a>00111         slbop = self.m_pide.get_lambda() * pide_bop[:rhs_size]
<a name="l00112"></a>00112         srbop = self.m_pide.get_lambda() * pide_bop[-rhs_size:]
<a name="l00113"></a>00113 
<a name="l00114"></a>00114         slbop = slbop[::-1]
<a name="l00115"></a>00115         srbop = srbop[::-1]
<a name="l00116"></a>00116 
<a name="l00117"></a>00117         <span class="comment"># Complement RHS with PDE contribution.</span>
<a name="l00118"></a>00118 
<a name="l00119"></a>00119         pde_diag = self.m_pide.get_pde()
<a name="l00120"></a>00120         <span class="keywordflow">if</span> 3 == self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a>().dof():
<a name="l00121"></a>00121             slbop[2] += pde_diag[0, 4]
<a name="l00122"></a>00122             srbop[-3] += pde_diag[-1, 3]
<a name="l00123"></a>00123 
<a name="l00124"></a>00124         slbop[1] += pde_diag[0, 2]
<a name="l00125"></a>00125         srbop[-2] += pde_diag[-1, 1]
<a name="l00126"></a>00126 
<a name="l00127"></a>00127         <span class="comment"># Mass operator</span>
<a name="l00128"></a>00128 
<a name="l00129"></a>00129         mlbop = zeros(slbop.shape, <span class="stringliteral">&#39;float64&#39;</span>)
<a name="l00130"></a>00130         mrbop = zeros(srbop.shape, <span class="stringliteral">&#39;float64&#39;</span>)
<a name="l00131"></a>00131 
<a name="l00132"></a>00132         mass_diag = self.m_pide.get_mass()
<a name="l00133"></a>00133         <span class="keywordflow">if</span> 3 == self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a>().dof():
<a name="l00134"></a>00134             mlbop[2] = mass_diag[0, 4]
<a name="l00135"></a>00135             mrbop[-3] = mass_diag[-1, 3]
<a name="l00136"></a>00136 
<a name="l00137"></a>00137         mlbop[1] = mass_diag[0, 2]
<a name="l00138"></a>00138         mrbop[-2] = mass_diag[-1, 1]
<a name="l00139"></a>00139 
<a name="l00140"></a>00140         <span class="keywordflow">return</span> (mlbop[1:-1], mrbop[1:-1], slbop[1:-1], srbop[1:-1])
<a name="l00141"></a>00141 
<a name="l00142"></a>00142     <span class="keyword">def </span>__ready2simulate(self):
<a name="l00143"></a>00143         <span class="stringliteral">&quot;&quot;&quot; Is all what is needed being set. &quot;&quot;&quot;</span>
<a name="l00144"></a>00144 
<a name="l00145"></a>00145         <span class="keywordflow">if</span> self.get_ivalf() <span class="keywordflow">is</span> <span class="keywordtype">None</span>:
<a name="l00146"></a>00146             <span class="keywordflow">raise</span> ValueError, <span class="stringliteral">&#39;set initial value as a fucntion&#39;</span>
<a name="l00147"></a>00147 
<a name="l00148"></a>00148         <span class="keywordflow">if</span> self.get_load() <span class="keywordflow">is</span> <span class="keywordtype">None</span>:
<a name="l00149"></a>00149             <span class="keywordflow">raise</span> ValueError, <span class="stringliteral">&#39;set load as a function&#39;</span>
<a name="l00150"></a>00150 
<a name="l00151"></a>00151     <span class="keyword">def </span>__proj_ival(self):
<a name="l00152"></a>00152         <span class="stringliteral">&quot;&quot;&quot; Project the initial value in the finite element space. &quot;&quot;&quot;</span>
<a name="l00153"></a>00153 
<a name="l00154"></a>00154         self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ab9a37e40e3b84e01d7ae5ef27706ab0b">m_pival</a> = ProjOnShapeFunctions(self.m_pide.get_sfunc(),
<a name="l00155"></a>00155                 self.m_pide.get_quads(), self.m_pide.get_mesh(),
<a name="l00156"></a>00156                 self.get_ivalf())
<a name="l00157"></a>00157 
<a name="l00158"></a>00158     <span class="keyword">def </span>_time_step(self):
<a name="l00159"></a>00159         <span class="stringliteral">&quot;&quot;&quot; Set up time stepper, time step and return final result. &quot;&quot;&quot;</span>
<a name="l00160"></a>00160 
<a name="l00161"></a>00161         <span class="comment"># Initialize Time stepper.</span>
<a name="l00162"></a>00162 
<a name="l00163"></a>00163         tstepper = self.get_tstepper()
<a name="l00164"></a>00164 
<a name="l00165"></a>00165         <span class="comment"># boundary, ival, load</span>
<a name="l00166"></a>00166 
<a name="l00167"></a>00167         (xleft, xright) = (self.m_pide.get_mesh().get_grid()[0],
<a name="l00168"></a>00168                            self.m_pide.get_mesh().get_grid()[-1])
<a name="l00169"></a>00169         tstepper.set_xlxr(xleft, xright)
<a name="l00170"></a>00170         tstepper.set_ival(self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ab9a37e40e3b84e01d7ae5ef27706ab0b">m_pival</a>[1:-1])
<a name="l00171"></a>00171         tstepper.set_bcond(self.get_lbc(), self.get_rbc())
<a name="l00172"></a>00172         tstepper.set_load(self.get_load())
<a name="l00173"></a>00173 
<a name="l00174"></a>00174         <span class="comment"># Operators (vector and matrices)</span>
<a name="l00175"></a>00175 
<a name="l00176"></a>00176         (mlbop, mrbop, slbop, srbop) = self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ab81c406d2914d088f7553f695ea6a4de">__assemble_boperators</a>()
<a name="l00177"></a>00177         tstepper.set_boperators(mlbop, mrbop, slbop, srbop)
<a name="l00178"></a>00178         (mass, pde, jump) = self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a092be7b80711a7848bd9e69bf8508b05">__assemble_matrices</a>()
<a name="l00179"></a>00179         tstepper.set_moperators(mass, pde, jump)
<a name="l00180"></a>00180         tstepper.set_finite_elem_space(self.m_pide.get_sfunc(),
<a name="l00181"></a>00181                 self.m_pide.get_quads(), self.m_pide.get_mesh())
<a name="l00182"></a>00182 
<a name="l00183"></a>00183         <span class="comment"># if 2 == self.m_pide.get_sfunc().dof():</span>
<a name="l00184"></a>00184         <span class="comment">#    tstepper.set_mat_attrib(3)</span>
<a name="l00185"></a>00185         <span class="comment"># elif 3 == self.m_pide.get_sfunc().dof():</span>
<a name="l00186"></a>00186         <span class="comment">#    tstepper.set_mat_attrib(5)</span>
<a name="l00187"></a>00187         <span class="comment"># else:</span>
<a name="l00188"></a>00188         <span class="comment">#    raise ValueError, &#39;only 2 degrees of freedom supported.&#39;</span>
<a name="l00189"></a>00189 
<a name="l00190"></a>00190         <span class="keywordflow">return</span> tstepper.step()
<a name="l00191"></a>00191 
<a name="l00192"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a3f3adf7d1809f39e955b1116d9b0f46f">00192</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a3f3adf7d1809f39e955b1116d9b0f46f">get_mesh</a>(self):
<a name="l00193"></a>00193         <span class="stringliteral">&quot;&quot;&quot; Return the grid used for simulation.  &quot;&quot;&quot;</span>
<a name="l00194"></a>00194 
<a name="l00195"></a>00195         <span class="keywordflow">return</span> self.m_pide.get_mesh()
<a name="l00196"></a>00196 
<a name="l00197"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">00197</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a>(self):
<a name="l00198"></a>00198         <span class="stringliteral">&quot;&quot;&quot; Shape functions defining the finite element space. &quot;&quot;&quot;</span>
<a name="l00199"></a>00199 
<a name="l00200"></a>00200         <span class="keywordflow">return</span> self.m_pide.get_sfunc()
<a name="l00201"></a>00201 
<a name="l00202"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">00202</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ae0e9b2b019a059adcec8d4f1f3d6efd6">get_sfunc</a>(self):
<a name="l00203"></a>00203         <span class="stringliteral">&quot;&quot;&quot; Shape functions defining the finite element space. &quot;&quot;&quot;</span>
<a name="l00204"></a>00204 
<a name="l00205"></a>00205         <span class="keywordflow">return</span> self.m_pide.get_sfunc()
<a name="l00206"></a>00206 
<a name="l00207"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ade8323ca5043d3a36db26a326a6d4ddb">00207</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ade8323ca5043d3a36db26a326a6d4ddb">get_pival</a>(self):
<a name="l00208"></a>00208         <span class="stringliteral">&quot;&quot;&quot; Initial value projected in the finite element space.  &quot;&quot;&quot;</span>
<a name="l00209"></a>00209 
<a name="l00210"></a>00210         <span class="keywordflow">return</span> self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ab9a37e40e3b84e01d7ae5ef27706ab0b">m_pival</a>
<a name="l00211"></a>00211 
<a name="l00212"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ad9d445ee6ead56ecd523e1b72acd5b32">00212</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ad9d445ee6ead56ecd523e1b72acd5b32">set_kernel</a>(self, kernel):
<a name="l00213"></a>00213         <span class="stringliteral">&quot;&quot;&quot; Kernel defining the integral part of the equation. &quot;&quot;&quot;</span>
<a name="l00214"></a>00214 
<a name="l00215"></a>00215         self.m_pide.set_kernel(kernel)
<a name="l00216"></a>00216 
<a name="l00217"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a33859a61685d50f5d248e2a9c5385293">00217</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a33859a61685d50f5d248e2a9c5385293">set_pide_cos</a>(self, diff, conv, reac, jump):
<a name="l00218"></a>00218         <span class="stringliteral">&quot;&quot;&quot; Diffusion convection reaction jump &quot;&quot;&quot;</span>
<a name="l00219"></a>00219 
<a name="l00220"></a>00220         self.m_pide.set_pide_cos(diff, conv, reac, jump)
<a name="l00221"></a>00221 
<a name="l00222"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a4ed346d9f58a74adf0998295d74cf07a">00222</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a4ed346d9f58a74adf0998295d74cf07a">set_sfunc_and_quads</a>(self, shfunts, quad):
<a name="l00223"></a>00223         <span class="stringliteral">&quot;&quot;&quot; Shape functions and quadrature formulas. &quot;&quot;&quot;</span>
<a name="l00224"></a>00224 
<a name="l00225"></a>00225         self.m_pide.set_sfunc_and_quads(shfunts, quad)
<a name="l00226"></a>00226 
<a name="l00227"></a><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ad992434b73b106f7f9f1b5999403d9b1">00227</a>     <span class="keyword">def </span><a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ad992434b73b106f7f9f1b5999403d9b1">solve</a>(self):
<a name="l00228"></a>00228         <span class="stringliteral">&quot;&quot;&quot; Call time stepping engine and post processes resutls. &quot;&quot;&quot;</span>
<a name="l00229"></a>00229 
<a name="l00230"></a>00230         self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#ac58ec3da71e107fc068c0acb64984655">__ready2simulate</a>()
<a name="l00231"></a>00231         self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#aaa589b92cff8a9f4905050e9419a057e">__proj_ival</a>()
<a name="l00232"></a>00232 
<a name="l00233"></a>00233         <span class="keywordflow">return</span> self.<a class="code" href="classmodels_1_1PIDESolver_1_1PIDESolver.html#a99719a46e989aa8865b6372603993a2f">_time_step</a>()
<a name="l00234"></a>00234 
<a name="l00235"></a>00235 
</pre></div></div>
</div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
<a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(0)"><span class="SelectionMark">&#160;</span>All</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(1)"><span class="SelectionMark">&#160;</span>Classes</a><a class="SelectItem" href="javascript:void(0)" onclick="searchBox.OnSelectItem(2)"><span class="SelectionMark">&#160;</span>Functions</a></div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>



<hr class="footer"/><address class="footer"><small>
Generated on Thu Dec 22 2011 05:17:53 for OptionsPricing by &#160;<a href="http://www.doxygen.org/index.html">
<img class="footer" src="doxygen.png" alt="doxygen"/>
</a> 1.7.5.1
</small></address>

</body>
</html>
